+81.5%
BSX vs KMB
+15.0%
+66.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -8.2% | -7.7% | -0.5% | -5.9% |
| 30D | -15.8% | -8.2% | -7.6% | -13.5% |
| 3M | -10.8% | -1.9% | -9.0% | -10.4% |
| 6M | -38.4% | -0.7% | -37.7% | -38.5% |
| YTD | -54.8% | +1.4% | -56.2% | -55.3% |
| 1Y | -59.0% | -19.1% | -39.9% | -56.6% |
| 3Y | -20.0% | -12.6% | -7.4% | -18.7% |
| 5Y | -3.1% | -12.7% | +9.6% | -2.5% |
| All | +81.5% | +15.0% | +66.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling